Publications

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Azeez, M. O., Christensen, J. T., Ravnskov, S., Heckrath, G. J., Labouriau, R., Christensen, B. T. & Rubæk, G. H. (2018). Distribution of fertilizer phosphate in a coarse sandy soil profile after different long-term liming strategies. 69. Abstract from 6th Symposium on Phosphorus in Soils and Plants, Leuven, Belgium. https://docplayer.net/95317146-6-th-symposium-on-phosphorus-in-soils-and-plants.html

Azeez, M. O., Christensen, J. T., Ravnskov, S., Heckrath, G. J., Labouriau, R., Christensen, B. T. & Rubæk, G. H. (2020). Phosphorus in an arable coarse sandy soil profile after 74 years with different lime and P fertilizer applications. Geoderma, 376, Article 114555. https://doi.org/10.1016/j.geoderma.2020.114555

Averhoff, M. & Thøgersen, J. (2025). Experience rating in the Cramér-Lundberg model. Insurance: Mathematics and Economics, 124, Article 103128. https://doi.org/10.1016/j.insmatheco.2025.103128

Auscher, P., Chen, L., Martell, J. M. & Prisuelos-Arribas, C. (2023). The regularity problem for degenerate elliptic operators in weighted spaces. Revista Matematica Iberoamericana, 39(2), 563-610. https://doi.org/10.4171/RMI/1357

Auneau-Cognacq, J. M., Rataj, J. & Jensen, E. B. V. (2012). Closed form of the rotational Crofton formula. Mathematische Nachrichten, 285(2-3), 164-180. https://doi.org/10.1002/mana.201000028

Auneau-Cognacq, J., Ziegel, J. & Jensen, E. B. V. (2013). Rotational integral geometry of tensor valuations. Advances in Applied Mathematics, 50(3), 429-444. https://doi.org/10.1016/j.aam.2012.10.006

Auneau, J. M. & Jensen, E. B. V. (2010). Expressing intrinsic volumes as rotational integrals. Advances in Applied Mathematics, 45(1), 1-11. https://doi.org/10.1016/j.aam.2009.11.010

Asmussen, S. (2003). Applied Probability and Queues. (2. ed.) Springer.

Asmussen, S. (2004). Terminal distributions of skipfree Markov additive processes with absorbtion. MaPhySto, Aarhus Universitet.

Asmussen, S., Avram, F. & Pistorius, M. (2004). Russian and American put options under exponential phase-type Lévy models. Stochastic Processes and Their Applications, 109(1), 79-111.

Asmussen, S., Avram, F. & Pistorius, M. R. (2002). Russian and American put options under exponential phase-type Lévy models. MaPhySto, University of Aarhus.

Asmussen, S., Foss, S. & Korshunov, D. (2003). Asymptotics for sums of random variables with local subexponential behaviour. Journal of Theoretical Probability, 16(2), 489-518. https://doi.org/10.1023/A:1023535030388

Asmussen, S. & Kroese, D. P. (2004). Improved Algorithms for Rare Event Simulation with Heavy Tails. MaPhySto, Aarhus Universitet.

Asmussen, S., Kroese, D. P. & Rubinstein, R. Y. (2003). Heavy Tails, Importance Sampling and Cross-Entropy. MaPhySto, University of Aarhus. http://www.maphysto.dk/cgi-bin/w3-msql/publications2/index.html

Asmussen, S. & Møller, J. R. (2003). Risk comparison of premium rules: optimality and a life insurance study. Insurance: Mathematics and Economics, 32(3), 331-344.

Asmussen, S. & Pihlsgård, M. (2004). Performance analysis with truncated heavy-tailed distributions. MaPhySto, Aarhus Universitet.

Asmussen, S. & Pihlsgård, M. (2002). Transient properties of many-server queues and related QBD's. MaPhySto, Aarhus Universitet.

Asmussen, S. & Pihlsgård, M. (2004). Transient properties of many-server queues and related QBDs. Queueing Systems, 46(3-4), 249-270.

Asmussen, S. & Rosinski, J. (2001). Approximations of small jumps of Lévy processes with a view towards simulation. Journal of Applied Probability, 38(2), 482-493. https://doi.org/10.1239/jap/996986757

Asmussen, S. & Pihlsgård, M. (2005). Performance analysis with truncated heavy-tailed distributions. Methodology and Computing in Applied Probability, 7, 439-457.

Asmussen, S., Kroese, D. P. & Rubinstein, R. Y. (2005). Heavy tails, importance sampling and cross-entropy. Stochastic Models, 21, 57-76.

Asmussen, S., Madan, D. & Pistorius, M. (2005). Pricing equity default swaps using the CGMY Levy process.

Asmussen, S., Frantz, P., Jobmann, M. & Schwefel, H. P. (2002). Large deviations and fast simulation in the presence of boundaries. Stochastic Processes and Their Applications, 102, 1-23.

Asmussen, S. & Albrecher, H. (2006). Ruin probabilities and aggregate claims distributions for shot noise Cox processes. Scand. Art. J., 2006, 86-110.

Asmussen, S., Albrecher, H. & Kortschak, D. (2006). Tail asymptotics for sums of dependent risks. Extremes, 9, 107-130.

Asmussen, S., Sheahan, R., Lipsky, L. & Fiorini, P. M. (2006). On the completion time distribution for tasks that must restart from the beginning if failure occurs. Performance Evaluation Review, 34.

Asmussen, S. & Rojas-Nandayapa, L. (2006). Sums of Dependent Lognormal Random Variables: Asymptotics and Simulation. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Asmussen, S. (2004). Random variable. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 3). Wiley.

Asmussen, S. (2004). Rare event. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 1378-1379). Wiley.

Asmussen, S. (2004). Simulation of stochastic processes. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 1570-1572). Wiley.

Asmussen, S. (2004). Stochastic processes. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 3). Wiley.

Asmussen, S. & Pihlsgård, M. (2007). Loss rates for Lévy processes with two reflecting barriers. Mathematics of Operations Research, 32, 308-321.

Asmussen, S. (Ed.) (2004). Section: Probability theory. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science Wiley.

Asmussen, S. (Ed.) (2004). Symposium on probability and algorithm: University of Aarhus, friday September 26, 2003.

Asmussen, S. (1976). Convergence rates for branching processes. Annals of probability, 4(1), 139-146.

Asmussen, S. & Kaplan, N. (1976). Branching random walks I. Stochastic Processes Appl., 4(1), 1-13.

Asmussen, S. & Kaplan, N. (1976). Branching random walks II. Stochastic Processes Appl., 4(1), 15-31.

Asmussen, S. & Hering, H. (1976). Strong limit theorems for general supercritical branching processes with applications to branching diffusions. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 36(3), 195-212.

Asmussen, S. & Hering, H. (1976). Strong limit theorems for supercritical immigration-branching processes. Mathematica Scandinavica, 39(2), 327-342.

Asmussen, S. (1978). Some martingale methods in the limit theory of supercritical branching processes. In A. Joffe & P. Ney (Eds.), Branching processes (pp. 1-26). Dekker.

Asmussen, S. (1977). Almost sure behavior of linear functionals of supercritical branching processes. Transactions of the American Mathematical Society, 231(1), 233-248.

Asmussen, S. & Hering, H. (1977). Some modified branching diffusion models. Math. Biosci., 35(3-4), 281-299.

Asmussen, S. & Keiding, N. (1978). Martingale central limit theorems and asymptotic estimation theory for multitype branching processes. Advances in Applied Probability, 10(1), 109-129.

Asmussen, S. & Kurtz, T. G. (1980). Necessary and sufficient conditions for complete convergence in the law of large numbers. Annals of Probability, 8(1), 176-182.

Asmussen, S. (1980). On some two-sex population models. Annals of Probability, 8(4), 727-744.

Asmussen, S. & Hering, H. (1983). Branching processes. Birkhäuser Verlag.

Asmussen, S. (1981). Equilibrium properties of the M/G/1 queue. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 58(2), 267-281.

Asmussen, S. (1982). Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue. Advances in Applied Probability, 14(1), 143-170.

Asmussen, S. (1982). On the role of a certain eigenvalue in estimating the growth rate of a branching process. Austral. J. Statist., 24(2), 151-159.

Asmussen, S. & Edwards, D. (1983). Collapsibility and response variables in contingency tables. Biometrika, 70(3), 567-578.

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Revised 03.03.2026

Lars Madsen